The assay · depth walked tick by tick

Reading

Ticker or address

Order size, USD

Presets

Spot, consensus

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median of fillable venues

Spread

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Best at size

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All-in cost there

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Depth to the wall

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Cost over spot, by order size · fee and impact includedLines end where each seam does. Click to set the size.

ran dry: nothing left at any price reached the wall: price moved 10%Faded: cannot fill the smallest order

Every venue at this size

Venue	Spot	Cost, bps	You get	Takes	Ticks	Then

The ladder · cost over spot in bps at each rung, best underlined